+96.9%
FCX vs USAR
+74.5%
+22.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.1% | +5.3% |
| 7D | +5.7% | +2.3% | +3.4% | +5.5% |
| 30D | +10.1% | -8.6% | +18.7% | +10.8% |
| 3M | +20.2% | -20.5% | +40.7% | +21.8% |
| 6M | +29.7% | +1.2% | +28.5% | +29.6% |
| YTD | +51.9% | +48.4% | +3.5% | +49.9% |
| 1Y | +66.0% | +30.6% | +35.4% | +64.8% |
| 3Y | +102.7% | +73.6% | +29.1% | +118.0% |
| All | +96.9% | +74.5% | +22.4% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling